CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 25-May-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2022 |
25-May-2022 |
Change |
Change % |
Previous Week |
Open |
0.7774 |
0.7787 |
0.0013 |
0.2% |
0.7717 |
High |
0.7786 |
0.7802 |
0.0016 |
0.2% |
0.7819 |
Low |
0.7774 |
0.7760 |
-0.0014 |
-0.2% |
0.7713 |
Close |
0.7786 |
0.7802 |
0.0016 |
0.2% |
0.7778 |
Range |
0.0012 |
0.0042 |
0.0030 |
245.8% |
0.0107 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
486 |
280 |
-206 |
-42.4% |
819 |
|
Daily Pivots for day following 25-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7912 |
0.7898 |
0.7824 |
|
R3 |
0.7871 |
0.7857 |
0.7813 |
|
R2 |
0.7829 |
0.7829 |
0.7809 |
|
R1 |
0.7815 |
0.7815 |
0.7805 |
0.7822 |
PP |
0.7788 |
0.7788 |
0.7788 |
0.7791 |
S1 |
0.7774 |
0.7774 |
0.7798 |
0.7781 |
S2 |
0.7746 |
0.7746 |
0.7794 |
|
S3 |
0.7705 |
0.7732 |
0.7790 |
|
S4 |
0.7663 |
0.7691 |
0.7779 |
|
|
Weekly Pivots for week ending 20-May-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8089 |
0.8040 |
0.7836 |
|
R3 |
0.7983 |
0.7933 |
0.7807 |
|
R2 |
0.7876 |
0.7876 |
0.7797 |
|
R1 |
0.7827 |
0.7827 |
0.7787 |
0.7852 |
PP |
0.7770 |
0.7770 |
0.7770 |
0.7782 |
S1 |
0.7720 |
0.7720 |
0.7768 |
0.7745 |
S2 |
0.7663 |
0.7663 |
0.7758 |
|
S3 |
0.7557 |
0.7614 |
0.7748 |
|
S4 |
0.7450 |
0.7507 |
0.7719 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7824 |
0.7760 |
0.0064 |
0.8% |
0.0031 |
0.4% |
65% |
False |
True |
238 |
10 |
0.7824 |
0.7644 |
0.0180 |
2.3% |
0.0040 |
0.5% |
88% |
False |
False |
197 |
20 |
0.7858 |
0.7644 |
0.0214 |
2.7% |
0.0045 |
0.6% |
74% |
False |
False |
169 |
40 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
39% |
False |
False |
126 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0042 |
0.5% |
39% |
False |
False |
125 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0041 |
0.5% |
39% |
False |
False |
118 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0040 |
0.5% |
39% |
False |
False |
103 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.2% |
0.0037 |
0.5% |
39% |
False |
False |
94 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7978 |
2.618 |
0.7910 |
1.618 |
0.7869 |
1.000 |
0.7843 |
0.618 |
0.7827 |
HIGH |
0.7802 |
0.618 |
0.7786 |
0.500 |
0.7781 |
0.382 |
0.7776 |
LOW |
0.7760 |
0.618 |
0.7734 |
1.000 |
0.7719 |
1.618 |
0.7693 |
2.618 |
0.7651 |
4.250 |
0.7584 |
|
|
Fisher Pivots for day following 25-May-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7795 |
0.7798 |
PP |
0.7788 |
0.7795 |
S1 |
0.7781 |
0.7792 |
|